Statistical Arbitrage Quant Researcher

JR United Kingdom; Shrewsbury; On-site; GBP 70,000 - 120,000; Full time

Job summary

A prestigious multi-strategy hedge fund is seeking a Statistical Arbitrage Quant Researcher specializing in medium frequency strategies. The role involves designing innovative trading models, optimizing performance evaluation processes, and collaborating with top-tier professionals. The ideal candidate will have a Ph.D., robust programming skills, and experience in quantitative research.

Qualifications

• Ph.D. preferred, or proven achievements in quantitative fields.
• Minimum 3 years experience in quantitative research.
• Strong programming skills, especially in Python, R, or C++.

Responsibilities

• Design and implement medium frequency statistical arbitrage strategies.
• Optimize signal extraction and backtesting.
• Collaborate with portfolio managers for strategy integration.

Skills

Programming in Python

Statistical analysis

Machine Learning

Data-driven decision-making

Education

Ph.D. in Mathematics, Statistics, Physics, Computer Science, or Computational Finance

Tools

Python

R

C++

Job description

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Statistical Arbitrage Quant Researcher, Shrewsbury

Location: Shrewsbury, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views:

3

Posted:

16.06.2025

Expiry Date:

31.07.2025

Job Description:

Statistical Arbitrage Quant Researcher

Location: London

The Firm:

A leading multi-strategy hedge fund with ~$30 billion in assets under management is seeking an exceptional Medium Frequency Statistical Arbitrage Quant Researcher. The firm employs state-of-the-art technology and data-driven methodologies to achieve superior returns across various asset classes.

The Culture:

The firm values meritocracy, intellectual curiosity, collaboration, and excellence. It fosters an environment where open dialogue and innovative ideas are encouraged to develop actionable trading strategies.

The Role:

We are looking for a Quant Researcher specialized in Medium Frequency Statistical Arbitrage strategies to join a high-profile trading team. You will develop and refine trading models that are innovative and profitable.

Key Responsibilities:

• Design and implement medium frequency statistical arbitrage strategies across markets.
• Optimize signal extraction and backtesting for performance evaluation.
• Collaborate with portfolio managers to integrate new strategies.
• Monitor market conditions to adjust algorithms.
• Stay updated with the latest quantitative research and techniques.

Requirements:

• Ph.D. in Mathematics, Statistics, Physics, Computer Science, or Computational Finance preferred.
• Proven accomplishments in academia or industry.
• At least 3 years of experience in quantitative research in a multi-strategy hedge fund environment.
• Strong programming skills in Python, R, or C++, with Machine Learning libraries.
• Experience developing and trading medium frequency statistical arbitrage strategies using Machine Learning.
• Exceptional analytical skills and data-driven decision-making.
• High ethical standards and integrity.

At Onyx Alpha Partners, we connect top talent with opportunities for growth and success. If this role aligns with your career goals, we encourage you to apply.